Small sample performance of robust estimators of tail parameters for Pareto and exponential models

V Brazauskas, R Serfling - Journal of Statistical Computation and …, 2001 - Taylor & Francis
Robust estimation of tail index parameters is treated for (equivalent) two-parameter Pareto
and exponential models. These distributions arise as parametric models in actuarial …
被引用次数：33 相关文章

[引用][C] Small sample performance of robust estimators of tail parameters for pareto and exponential models

V BRAZAUSKAS, R SERFLING - Journal of statistical …, 2001 - pascal-francis.inist.fr
Small sample performance of robust estimators of tail parameters for pareto and
exponential models CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic …
[PDF] uwm.edu

[PDF][PDF] SMALL, SAMPLE PERFORMANCE OF ROBUST ESTIMATORS OF TAIL PARAMETERS FOR PARETO AND EXPONENTIAL, MODELS

V BRAZAUSKAS, R SERFLING - sites.uwm.edu
Robust estimation of tail index parameters is treated for (equivalent) two-parameter Pareto
and exponential models. These distributions arise as parametric models in actuarial …

[引用][C] Small sample performance of robust estimators of tail parameters for pareto and exponential models

V BRAZAUSKAS, R SERFLING - Journal of statistical computation …, 2001 - Taylor & Francis